Semiparametric Modeling of Implied Volatility

Semiparametric Modeling of Implied Volatility

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Bibliographic Details
Main Author: Fengler, Matthias R.
Format: Electronic Kit Book
Language:English
Published: Berlin, Heidelberg Springer-Verlag Berlin Heidelberg 2005
Series:Springer Finance
Subjects:
Economics > Statistics
Finance
Mathematics
Statistics for Business/Economics/Mathematical Finance/Insurance
Quantitative Finance
Online Access:http://dx.doi.org/10.1007/3-540-30591-2

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